DAFTAR TABEL

Tabel 2. 1 Penelitian Terdahulu ............................................................................... 15

Tabel 3. 1 Sampel Penelitian .................................................................................... 37

Tabel 3. 2 Definisi Operasional Variabel ................................................................. 38

Tabel 4. 1 Sampel Perusahaan Makanan dan Minuman yang terdaftar di Bursa Efek

Indonesia (BEI) Periode Tahun 2017-2020 .............................................................. 51

Tabel 4. 2 Statistik Deskriptif .................................................................................. 52

Tabel 4. 3 Hasil Regresi Data Panel Menggunakan Fixed Effect Model.................... 53

Tabel 4. 4 Uji Chow ................................................................................................ 54

Tabel 4. 5 Hasil Regresi Data Panel menggunakan Random Effect Model ................ 55

Tabel 4. 6 Hasil Uji Hausman .................................................................................. 56

Tabel 4. 7 Hasil Uji Normalitas ............................................................................... 57

Tabel 4. 8 Hasil Uji Multikolinearitas ...................................................................... 58

Tabel 4. 9 Hasil Uji Heteroskedastisitas ................................................................... 58

Tabel 4. 10 Hasil Uji Autokorelasi ........................................................................... 60

Tabel 4. 11 Hasil Uji F ............................................................................................ 61

Tabel 4. 12 Hasil Uji t.............................................................................................. 62

Tabel 4. 13 Nilai Koefisien Determinasi (Fixed Effect Model) ................................. 64

Tabel 4. 14 Hasil Perhitungan Regresi Data Panel ................................................... 65

Tabel 4. 15 Hubungan Variabel Independen terhadap Return Saham ....................... 67

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